diff --git a/vn.trader/ctaAlgo/ctaBacktesting.py b/vn.trader/ctaAlgo/ctaBacktesting.py index e51b74e0..61295317 100644 --- a/vn.trader/ctaAlgo/ctaBacktesting.py +++ b/vn.trader/ctaAlgo/ctaBacktesting.py @@ -517,7 +517,7 @@ class BacktestingEngine(object): closedVolume = min(exitTrade.volume, entryTrade.volume) result = TradingResult(entryTrade.price, entryTrade.dt, exitTrade.price, exitTrade.dt, - -closedVolume, self.rate, self.slippage, self.size) + closedVolume, self.rate, self.slippage, self.size) resultList.append(result) # 计算未清算部分